The long memory of the efficient market

Studies in Nonlinear Dynamics and Econometrics

Volumn 8, Issue 3, 2004, Pages

  Lillo, Fabrizio ^a   Farmer, J Doyne ^a  

^a SANTA FE INSTITUTE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 14944380523     PISSN: 15583708     EISSN: 10811826     Source Type: Journal    
DOI: 10.2202/1558-3708.1226     Document Type: Review

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